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Quantitative Investing
117 posts
What's the Difference Between Sector Rotation and Momentum Factor?
by Corey Hoffstein, Newfound Research This blog post is available to download as a PDF here. Sector rotation…
March 17, 2017
Missing Both the Best AND Worst Periods Improves Performance
by Adam Butler, Resolve Asset ManagementThe buy-and-hold crowd, including many mutual fund companies and a large cross-section of…
March 8, 2017
Cliff Asness: Betting Against Correlation
Cliff Asness: Betting Against Correlation by Clifford Asness, Ph. D. AQR Capital Management, Inc. Our latest paper Betting…
February 23, 2017
Asset Allocation is Not for the Faint of Heart (Long Live Diversification)
by Adam Butler, Resolve Asset Management I’m starting to feel like a rancourous curmudgeon, but I am frustrated by…
January 23, 2017
Caveat Investor?
Caveat Investor? The “Fiduciary Rule” and Unintended Consequences by Clifford Asness, Ph. D. AQR Capital Management, Inc. The…
January 21, 2017
Diversification: When 1 + 1 < 2?
by Corey Hoffstein, Newfound Research Equity and bond valuations remain elevated. More importantly, joint valuation remains elevated in…
January 17, 2017
Factor Rotation: Possible, but Worth It?
by Corey Hoffstein, Newfound Research Summary With significant research into factor rotation in 2016, we expect to see…
December 19, 2016
Hedge Funds Search for Their Real Killers
Hedge Funds Search for Their Real Killers by Clifford Asness, Ph. D. AQR Capital Management, Inc. There has…
November 18, 2016
Momentum: Letting the Cheap Get Cheaper?
by Corey Hoffstein, Newfound Research This blog post is available as a PDF here. As an investment strategy,…
November 15, 2016
Is My Diversified Commodity Index Just Oil?
by Nathan Faber, Newfound Research The benefit of including commodities in individual investor portfolios is often up…
October 24, 2016
Capital Efficiency in Multi-factor Portfolios
by Corey Hoffstein, Newfound Research This blog post is available as a PDF below. The debate for the…
October 17, 2016
Tactical Asset Allocation Alpha and The Greatest Trick the Devil Ever Pulled
by Adam Butler, Resolve Asset Management, via GestaltU.com “The greatest trick the Devil ever pulled was convincing the…
September 27, 2016